PCA Index Dashboard Examples

This script was last run at 2024-03-10 17:00:52.329224+00:00 (UTC)
In US/Central Time, this is 2024-03-10 12:00:52.329224-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897988	-0.477039	0.085120	-0.006441	0.546317	0.254862
1997-01-03	-0.886281	-0.477039	-0.156623	0.009089	0.745870	0.205723
1997-01-06	-0.882378	-0.477039	-0.065218	-0.014206	0.778743	0.269641
1997-01-07	-0.882378	-0.456202	-0.130164	-0.045266	0.838361	0.383210
1997-01-08	-0.894086	-0.456202	-0.023123	-0.084091	0.786403	0.496387
...	...	...	...	...	...	...
2024-03-04	-0.819938	-1.477212	-0.834946	1.670809	1.462380	0.115371
2024-03-05	-0.800426	-1.498049	-0.718284	1.670809	1.214639	-0.158854
2024-03-06	-0.816036	-1.529304	-0.713473	1.670809	1.123882	-0.203238
2024-03-07	-0.816036	-1.498049	-0.720690	1.810580	1.133206	-0.250791
2024-03-08	-0.816036	-1.477212	-0.720690	1.810580	1.110572	-0.250791

7183 rows × 6 columns

../../_images/8e845775f955bb5d7aebdbe5927e3e4b5df69fd13de0f458fd8dea61648f6b49.png

pc1

DATE
1997-01-02   -0.580229
1997-01-03   -0.686473
1997-01-06   -0.669354
1997-01-07   -0.705785
1997-01-08   -0.675439
                ...   
2024-03-04   -1.656300
2024-03-05   -1.525994
2024-03-06   -1.512647
2024-03-07   -1.532730
2024-03-08   -1.522166
Name: PC1, Length: 7183, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../../_images/466f2a5486ce8618cb19c8c3e76157975dc7e17698b236bedd31af010f1dd428.png

fig = px.line(pc1)
fig.show()

../../_images/6cf95f55e96ee066fd9a384c8637edf1fed1ca3aa7cbe3b68a93973a9280a784.png

PCA Index Dashboard Examples#